18.336 Numerical Methods of Applied Mathematics II, Spring 2005

Author(s)
Koev, Plamen S.
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Alternative title
Numerical Methods of Applied Mathematics II
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Abstract
Advanced introduction to applications and theory of numerical methods for solution of differential equations, especially of physically-arising partial differential equations, with emphasis on the fundamental ideas underlying various methods. Topics include finite differences, spectral methods, finite elements, well-posedness and stability, particle methods and lattice gases, boundary and nonlinear instabilities. From the course home page: Course Description This graduate-level course is an advanced introduction to applications and theory of numerical methods for solution of differential equations. In particular, the course focuses on physically-arising partial differential equations, with emphasis on the fundamental ideas underlying various methods.
Date issued
2005-06
URI
http://hdl.handle.net/1721.1/56567
Other identifiers
18.336-Spring2005
Other identifiers
18.336
IMSCP-MD5-858caba6e5a2ca953725f52b5a7190dd
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Keywords
Linear systems, Fast Fourier Transform, Wave equation, Von Neumann analysis, Conditions for stability, Dissipation, Multistep schemes, Dispersion, Group Velocity, Propagation of Wave Packets, Parabolic Equations, The Du Fort Frankel Scheme, Convection-Diffusion equation, ADI Methods, Elliptic Equations, Jacobi, Gauss-Seidel and SOR(w), ODEs, finite differences, spectral methods, well-posedness and stability, boundary and nonlinear instabilities, Finite Difference Schemes, Partial Differential Equations
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